Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments
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Publication:2742777
DOI10.1111/1467-9892.00195zbMath0972.62070OpenAlexW2059238228MaRDI QIDQ2742777
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00195
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Self-similar stochastic processes (60G18)
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